+411.0%
SAP vs HCA
+2,088.8%
-1,677.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.1% |
| 7D | -2.5% | -0.9% | -1.6% | -2.2% |
| 30D | +7.5% | +10.3% | -2.9% | +4.8% |
| 3M | +11.6% | +23.2% | -11.6% | +5.8% |
| 6M | +37.6% | +19.1% | +18.5% | +31.2% |
| YTD | -2.0% | +9.0% | -10.9% | -5.3% |
| 1Y | -6.4% | +10.2% | -16.6% | -9.9% |
| 3Y | +67.7% | +122.4% | -54.7% | +32.6% |
| 5Y | +75.7% | +116.3% | -40.5% | +37.5% |
| 10Y | +229.3% | +686.6% | -457.2% | +82.8% |
| All | +411.0% | +2,088.8% | -1,677.8% | +97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HCA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling